+3,015.3%
CVNA vs BMRN
-32.2%
+3,047.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | -7.3% | -1.3% | -6.0% | -6.6% |
| 30D | -4.6% | -6.5% | +1.9% | -0.6% |
| 3M | +2.0% | +18.3% | -16.3% | -8.9% |
| 6M | +11.7% | +8.9% | +2.8% | +4.1% |
| YTD | -18.1% | +10.5% | -28.6% | -25.0% |
| 1Y | -2.4% | +17.5% | -19.9% | -16.1% |
| 3Y | +580.6% | -27.7% | +608.3% | +658.0% |
| 5Y | +4.9% | -15.8% | +20.7% | +14.0% |
| All | +3,015.3% | -32.2% | +3,047.6% | +3,169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling